@salima,
Unless the external hard drive was shipped partitioned. And you can definitely change the partition map of the hard drive using Disk Management in Windows Vista or 7, or Disk Utility in Mac, diskpart in Linux.
If you use Linux or Mac, you probably want to keep it FAT32 so it has read/write capability with Windows. DOS is dead, FAT32 still works with modern hard drives up to 2TB.
You shouldn't need DOS, if you want to have access to basic computer operations, a bootable USB or CD/DVD of Linux or the Windows Installation CD would work.